A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establ...A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establish three lemmas:normal corre-lation,equivalent pricing and equivalent profit,which can guarantee to turn our model into a model with insider knowing full information.Then we investigate the impact of the two correlated signals on the market equilibrium consisting of optimal insider trading strategy and semi-strong pricing rule.It shows that in the equilibrium,(1)the market depth is constant over time;(2)if the two noisy signals are not linerly correlated,then all private information of the insider is incorporated into prices in the end while the whole information on the asset value can not incorporated into prices in the end;(3)if the two noisy signals are linear correlated such that the insider can infer the whole information of the asset value,then our model turns into a model with insider knowing full information;(4)if the two noisy signals are the same then the total ex ant profit of the insider is increasing with the noise decreasing,while down to O as the noise going up to infinity;(5)if the two noisy signals are not linear correlated then with one noisy signal fixed,the total ex ante profit of the insider is single-peaked with a unique minimum with respect to the other noisy signal value,and furthermore as the noisy value going to O it gets its maximum,the profit in the case that the real value is observed.展开更多
As the differences of sensor＇s precision and some random factors are difficult to control,the actual measurement signals are far from the target signals that affect the reliability and precision of rotating machinery...As the differences of sensor＇s precision and some random factors are difficult to control,the actual measurement signals are far from the target signals that affect the reliability and precision of rotating machinery fault diagnosis.The traditional signal processing methods,such as classical inference and weighted averaging algorithm usually lack dynamic adaptability that is easy for trends to cause the faults to be misjudged or left out.To enhance the measuring veracity and precision of vibration signal in rotary machine multi-sensor vibration signal fault diagnosis,a novel data level fusion approach is presented on the basis of correlation function analysis to fast determine the weighted value of multi-sensor vibration signals.The approach doesn＇t require knowing the prior information about sensors,and the weighted value of sensors can be confirmed depending on the correlation measure of real-time data tested in the data level fusion process.It gives greater weighted value to the greater correlation measure of sensor signals,and vice versa.The approach can effectively suppress large errors and even can still fuse data in the case of sensor failures because it takes full advantage of sensor＇s own-information to determine the weighted value.Moreover,it has good performance of anti-jamming due to the correlation measures between noise and effective signals are usually small.Through the simulation of typical signal collected from multi-sensors,the comparative analysis of dynamic adaptability and fault tolerance between the proposed approach and traditional weighted averaging approach is taken.Finally,the rotor dynamics and integrated fault simulator is taken as an example to verify the feasibility and advantages of the proposed approach,it is shown that the multi-sensor data level fusion based on correlation function weighted approach is better than the traditional weighted average approach with respect to fusion precision and dynamic adaptability.Meantime,the approach is adaptable and easy to use,can be applied to other areas of vibration measurement.展开更多
The increasing integration of wind power generation brings more uncertainty into the power system. Since the correlation may have a notable influence on the power system,the output powers of wind farms are generally c...The increasing integration of wind power generation brings more uncertainty into the power system. Since the correlation may have a notable influence on the power system,the output powers of wind farms are generally considered as correlated random variables in uncertainty analysis. In this paper, the C-vine pair copula theory is introduced to describe the complicated dependence of multidimensional wind power injection, and samples obeying this dependence structure are generated. Monte Carlo simulation is performed to analyze the small signal stability of a test system. The probabilistic stability under different correlation models and different operating conditions scenarios is investigated. The results indicate that the probabilistic small signal stability analysis adopting pair copula model is more accurate and stable than other dependence models under different conditions.展开更多
Blind separation of source signals usually relies either on the condition of statistically independence or involving their higher-order cumulants. The model of two channels signal separation is considered. A criterion...Blind separation of source signals usually relies either on the condition of statistically independence or involving their higher-order cumulants. The model of two channels signal separation is considered. A criterion based on correlation functions is proposed. It is proved that the signals can be separated, using only the condition of noncorrelation. An algorithm is derived, which only involves the solution to quadric nonlinear equations.展开更多
In order to solve the problem of ambiguous acquisition of BOC signals caused by its property of multiple peaks,an unambiguous acquisition algorithm named reconstruction of sub cross-correlation cancellation technique(...In order to solve the problem of ambiguous acquisition of BOC signals caused by its property of multiple peaks,an unambiguous acquisition algorithm named reconstruction of sub cross-correlation cancellation technique(RSCCT)for BOC(kn,n)signals is proposed.In this paper,the principle of signal decomposition is combined with the traditional acquisition algorithm structure,and then based on the method of reconstructing the correlation function.The method firstly gets the sub-pseudorandom noise(PRN)code by decomposing the local PRN code,then uses BOC(kn,n)and the sub-PRN code cross-correlation to get the sub cross-correlation function.Finally,the correlation peak with a single peak is obtained by reconstructing the sub cross-correlation function so that the ambiguities of BOC acquisition are removed.The simulation shows that RSCCT can completely eliminate the side peaks of BOC(kn,n)group signals while maintaining the narrow correlation of BOC,and its computational complexity is equivalent to sub carrier phase cancellation(SCPC)and autocorrelation side-peak cancellation technique(ASPeCT),and it reduces the computational complexity relative to BPSK-like.For BOC(n,n),the acquisition sensitivity of RSCCT is 3.25 dB,0.81 dB and 0.25 dB higher than binary phase shift keying(BPSK)-like,SCPC and ASPeCT at the acquisition probability of 90%,respectively.The peak to average power ratio is 1.91,3.0 and 3.7 times higher than ASPeCT,SCPC and BPSK-like at SNR=–20 dB,respectively.For BOC(2n,n),the acquisition sensitivity of RSCCT is 5.5 dB,1.25 dB and 2.69 dB higher than BPSK-like,SCPC and ASPeCT at the acquisition probability of 90%,respectively.The peak to average power ratio is 1.02,1.68 and 2.12 times higher than ASPeCT,SCPC and BPSK-like at SNR=–20 dB,respectively.展开更多
The effect on intensity correlation time T by input signal is studied for gain-noise model of a single-mode laser driven by colored pump noise and colored quantum noise with colored cross-correlation with a bias signa...The effect on intensity correlation time T by input signal is studied for gain-noise model of a single-mode laser driven by colored pump noise and colored quantum noise with colored cross-correlation with a bias signal modulation in this paper. By using the linear approximation method, we detect that there exists maximum （i.e., resonance） in the curve of the intensity correlation time T upon bias current io when the noise correlation coefficient λ is positive; and there exists minimum （i.e., suppression） in the T-io curve when λ is negative. And whenλ is zero, T increases monotonously with increasing io. Furthermore, the curve of T upon the signal frequency Ω is also studied. Our study shows that no matter what the value of λ is, there exists minimum （i.e., suppression） in the T-Ω curve.展开更多
From a medical perspective,the 12 leads of the heart in an electrocardiogram(ECG)signal have functional dependencies with each other.Therefore,all these leads report different aspects of an arrhythmia.Their difference...From a medical perspective,the 12 leads of the heart in an electrocardiogram(ECG)signal have functional dependencies with each other.Therefore,all these leads report different aspects of an arrhythmia.Their differences lie in the level of highlighting and displaying information about that arrhythmia.For example,although all leads show traces of atrial excitation,this function is more evident in lead II than in any other lead.In this article,a new model was proposed using ECG functional and structural dependencies between heart leads.In the prescreening stage,the ECG signals are segmented from the QRS point so that further analyzes can be performed on these segments in a more detailed manner.The mutual information indices were used to assess the relationship between leads.In order to calculate mutual information,the correlation between the 12 ECG leads has been calculated.The output of this step is a matrix containing all mutual information.Furthermore,to calculate the structural information of ECG signals,a capsule neural network was implemented to aid physicians in the automatic classification of cardiac arrhythmias.The architecture of this capsule neural network has been modified to perform the classification task.In the experimental results section,the proposed model was used to classify arrhythmias in ECG signals from the Chapman dataset.Numerical evaluations showed that this model has a precision of 97.02%,recall of 96.13%,F1-score of 96.57%and accuracy of 97.38%,indicating acceptable performance compared to other state-of-the-art methods.The proposed method shows an average accuracy of 2%superiority over similar works.展开更多
In the measurement of G with the angular acceleration method,the improved correlation method developed by Wu et al.（Wu W H,Tian Y,Luo J,Shao C G,Xu J H and Wang DH 2016 Rev.Sci.Instrum.87 094501） is used to accurate...In the measurement of G with the angular acceleration method,the improved correlation method developed by Wu et al.（Wu W H,Tian Y,Luo J,Shao C G,Xu J H and Wang DH 2016 Rev.Sci.Instrum.87 094501） is used to accurately estimate the amplitudes of the prominent harmonic components of the gravitational background signal with time-varying frequency.Except the quadratic slow drift,the angular frequency of the gravitational background signal also includes a cosine oscillation coming from the useful angular acceleration signal,which leads to a deviation from the estimated amplitude.We calculate the correction of the cosine oscillation to the amplitude estimation.The result shows that the corrections of the cosine oscillation to the amplitudes of the fundamental frequency and second harmonic components obtained by the improved correlation method are within respective errors.展开更多
Using the linear approximation method, this paper studies the statistical property of a single-mode laser driven by both coloured pump noise with signal modulation and the quantum noise with cross-correlation between ...Using the linear approximation method, this paper studies the statistical property of a single-mode laser driven by both coloured pump noise with signal modulation and the quantum noise with cross-correlation between its real and imaginary parts, and calculates the steady-state mean normalized intensity fluctuation and intensity correlation time. It analyses the influences of the modulation signal, the net gain coefficient, the noise and its correlation form on the statistical fluctuation of the laser system respectively. It is found that the coloured pump noise modulated by the signal has a great suppressing action on the statistical fluctuation of the laser system; the pump noise self-correlation time and the specific frequency of modulation signal have the result that the statistical fluctuation tends to zero. Furthermore, the ＇colour＇ correlation of pump noise has much influences on the statistical fluctuation of the laser system. Increasing the intensity of pump noise will augment the statistical fluctuation of the laser system, but the intensity of quantum noise and the coefficient of cross-correlation between its real and imaginary parts have less influence on the statistical fluctuation of the laser system. Therefore, from the conclusions of this paper the statistical property can be known and a theoretical basis for steady operation and output of the laser system can be provided.展开更多
Since the global positioning system began to operate, it has become more and more close to people’s lives, and has been applied to various fields now. In order to track and decode GPS signals, GPS signals need to be ...Since the global positioning system began to operate, it has become more and more close to people’s lives, and has been applied to various fields now. In order to track and decode GPS signals, GPS signals need to be captured first. The necessary parameters of the captured GPS signal are immediately transmitted to the tracking process, and then the navigation message of the satellite can be obtained by tracking process. In this paper, the basic contents related to the signal structure of GPS system are briefly described. Then, the traditional GPS signal acquisition method based on time domain correlation method is introduced, and the GPS signal acquisition method based on FFT cyclic correlation method is discussed in this paper. By comparing the simulation results, two kinds of GPS signal acquisition methods are compared with the calculation time according to the method of controlling variables. For the two GPS signal acquisition methods, the variation of time delay error with SNR is simulated in this paper.展开更多
By using the linear approximation method, the intensity correlation function is calculated for a single-mode laser modulated by a bias signal and driven by colored pump and quantum noises with colored cross-correlatio...By using the linear approximation method, the intensity correlation function is calculated for a single-mode laser modulated by a bias signal and driven by colored pump and quantum noises with colored cross-correlation. We found that, when the correlation time between the two noises is very short, the behavior of the intensity correlation function versus the time, in addition to decreasing monotonously, also exhibits several cases, such as one maximum, one minimum, and two extrema. When the correlation time between the two noises is very long, the behavior of the intensity correlation function exhibits oscillation and the envelope is similar to the case of short cross-correlation time.展开更多
In deep space exploration,it is necessary to improve the accuracy of frequency measurement to meet the requirements of precise orbit determination and various scientific studies.A phase detector is one of the key modu...In deep space exploration,it is necessary to improve the accuracy of frequency measurement to meet the requirements of precise orbit determination and various scientific studies.A phase detector is one of the key modules that restricts the tracking performance of phase-locked loop(PLL).Based on the phase relationship between adjacent signals in the time domain,a novel phase detector is presented to replace the arctangent phase detector.The new PLL,which is a closed loop signal correlation algorithm,shows good performance in tracking signals with high precision and the tracking accuracy of frequency of1 second integration is close to Cramer-Rao lower bound(CRLB)when setting proper parameters.Actual data processing results further illustrate the excellent performance of the novel PLL.展开更多
Signals from infrared detector are very weak in SO2 concentration measuring system.In order to improve the sensitivity of detection,combining with filter correlation technology and infrared absorption principle,the we...Signals from infrared detector are very weak in SO2 concentration measuring system.In order to improve the sensitivity of detection,combining with filter correlation technology and infrared absorption principle,the weak signal processing circuit is designed according to correlation detection technology.Under laboratory conditions,system performance of SO2 concentration is tested,and the experimental data are analyzed and processed.Then relationship of SO2 concentration and the measuring voltage is provided to prove that the design improves measuring sensitivity of the system.展开更多
The diffusion in a harmonic oscillator driven by coloured noises ξ（t） and η（t） with coloured cross-correlation in which one of the noises is modulated by a biased periodic signal is investigated. The exact expre...The diffusion in a harmonic oscillator driven by coloured noises ξ（t） and η（t） with coloured cross-correlation in which one of the noises is modulated by a biased periodic signal is investigated. The exact expression of diffusion coefficient d as a function of noise parameter, signal parameter, and oscillator frequency is derived. The findings in this paper are as follows. 1） The curves of d versus noise intensity D and d versus noises cross-correlation time z3 exist as two different phases. The transition between the two phases arises from the change of the cross-correlation coefficient A of the two Ornstein-Uhlenbeck （O-U） noises. 2） Changing the value of T3, the curves of d versus Q, the intensity of colored noise that is modulated by the signal, can transform from a phase having a minimum to a monotonic phase. 3） Changing the value of signal amplitude A, d versus Q curves can transform from a phase having a minimum to a monotonic phase. The above-mentioned results demonstrate that a like noise-induced transition appears in the model.展开更多
Stochastic resonance （SR） is studied in a gain-noise model of a single-mode laser driven by a coloured pump noise and a quantum noise with cross-correlation between real and imaginary parts under a direct signal mod...Stochastic resonance （SR） is studied in a gain-noise model of a single-mode laser driven by a coloured pump noise and a quantum noise with cross-correlation between real and imaginary parts under a direct signal modulation. By using a linear approximation method, we find that the SR appears during the variation of signal-to-noise ratio （SNR） separately with the pump noise self-correlation time τ, the noise correlation coefficient between the real part and the imaginary part of the quantum noise λq, the attenuation coefficient γ＇ and the deterministic steady-state intensity I0. In addition, it is found that the SR can be characterized not only by the dependence of SNR on the noise variables of and λq, but also by the dependence of SNR on the laser system variables of γ and I0. Thus our investigation extends the characteristic quantity of SR proposed before.展开更多
The problems of time delay estimation of narrowband signals are presented. The disadvantages of the existing algorithms are analyzed, and a new narrowband time delay estimating algorithm based on correlation coefficie...The problems of time delay estimation of narrowband signals are presented. The disadvantages of the existing algorithms are analyzed, and a new narrowband time delay estimating algorithm based on correlation coefficient is proposed. The original time delay information is transfered into the delay between the autocorrelation and cross-correlation function, and the precise estimating result by wave-comparison is given. The algorithm proposed here is also compared with other algorithms and its advantages over other algorithms are proved. The theoretical analysis and simulation show the effectiveness of the proposed algorithm.展开更多
This paper addresses the issue of the direction of arrival （DOA） estimation under the compressive sampling （CS） framework. A novel approach, modified multiple signal classification （MMUSIC） based on the CS array...This paper addresses the issue of the direction of arrival （DOA） estimation under the compressive sampling （CS） framework. A novel approach, modified multiple signal classification （MMUSIC） based on the CS array （CSA-MMUSIC）, is proposed to resolve the DOA estimation of correlated signals and two closely adjacent signals. By using two random CS matrices, a large size array is compressed into a small size array, which effectively reduces the number of the front end circuit. The theoretical analysis demonstrates that the proposed approach has the advantages of low computational complexity and hardware structure compared to other MMUSIC approaches. Simulation results show that CSAMMUSIC can possess similar angular resolution as MMUSIC.展开更多
Free space optical(FSO) communication system with differential signaling possesses the advantage of requiring no channel state information and avoiding computational load or link throughput reduction compared to the s...Free space optical(FSO) communication system with differential signaling possesses the advantage of requiring no channel state information and avoiding computational load or link throughput reduction compared to the systems with conventional receivers. In this work, we investigate bit error rate(BER) performance of this system over partially and fully correlated atmospheric turbulence fading. In order to conduct the above analysis, we obtain a probability density functions(PDF) of the channel fading on the differential signals and derive our instantaneous BER using differential signaling scheme. Based on these results, we develop two closed-form mathematical expressions for the average BER under fully correlated and partially correlated fading in the convergent infinite series confirmed by Cauchy’s ratio test. The accuracy of the derived BER expressions is demonstrated by the Monte Carlo simulations, and the analyses for the effects of the system parameters on the BER performance are provided.展开更多
A wavelet-based spectral correlation algorithm to detect and estimate BPSK signal chip rate is proposed. Simulation results show that the proposed method can correctly estimate the BPSK signal chip rate, which may be ...A wavelet-based spectral correlation algorithm to detect and estimate BPSK signal chip rate is proposed. Simulation results show that the proposed method can correctly estimate the BPSK signal chip rate, which may be corrupted by the quadratic characteristics of the spectral correlation function, in a low SNR environment.展开更多
This paper presents a new approach using correlation and cross-correlation coefficients to evaluate the stiffness degradation of beams under moving load.The theoretical study of identifying defects by vibration method...This paper presents a new approach using correlation and cross-correlation coefficients to evaluate the stiffness degradation of beams under moving load.The theoretical study of identifying defects by vibration methods showed that the traditional methods derived from the vibration measurement data have not met the needs of the actual issues.We show that the correlation coefficients allow us to evaluate the degree and the effectiveness of the defects on beams.At the same time,the cross-correlation model is the basis for determining the relative position of defects.The results of this study are experimentally conducted to confirm the relationship between the correlation coefficients and the existence of the defects.In particular,the manuscript shows that the sensitivity of the correlation coefficients and cross-correlation is much higher than the parameters such as changes in stiffness(EJ)and natural frequency values(Δf).This study suggests using the above parameters to evaluate the stiffness degradation of beams by vibration measurement data in practice.展开更多
文摘A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establish three lemmas:normal corre-lation,equivalent pricing and equivalent profit,which can guarantee to turn our model into a model with insider knowing full information.Then we investigate the impact of the two correlated signals on the market equilibrium consisting of optimal insider trading strategy and semi-strong pricing rule.It shows that in the equilibrium,(1)the market depth is constant over time;(2)if the two noisy signals are not linerly correlated,then all private information of the insider is incorporated into prices in the end while the whole information on the asset value can not incorporated into prices in the end;(3)if the two noisy signals are linear correlated such that the insider can infer the whole information of the asset value,then our model turns into a model with insider knowing full information;(4)if the two noisy signals are the same then the total ex ant profit of the insider is increasing with the noise decreasing,while down to O as the noise going up to infinity;(5)if the two noisy signals are not linear correlated then with one noisy signal fixed,the total ex ante profit of the insider is single-peaked with a unique minimum with respect to the other noisy signal value,and furthermore as the noisy value going to O it gets its maximum,the profit in the case that the real value is observed.
基金supported by National Hi-tech Research and Development Program of China (863 Program, Grant No. 2007AA04Z433)Hunan Provincial Natural Science Foundation of China (Grant No. 09JJ8005)Scientific Research Foundation of Graduate School of Beijing University of Chemical and Technology,China (Grant No. 10Me002)
文摘As the differences of sensor＇s precision and some random factors are difficult to control,the actual measurement signals are far from the target signals that affect the reliability and precision of rotating machinery fault diagnosis.The traditional signal processing methods,such as classical inference and weighted averaging algorithm usually lack dynamic adaptability that is easy for trends to cause the faults to be misjudged or left out.To enhance the measuring veracity and precision of vibration signal in rotary machine multi-sensor vibration signal fault diagnosis,a novel data level fusion approach is presented on the basis of correlation function analysis to fast determine the weighted value of multi-sensor vibration signals.The approach doesn＇t require knowing the prior information about sensors,and the weighted value of sensors can be confirmed depending on the correlation measure of real-time data tested in the data level fusion process.It gives greater weighted value to the greater correlation measure of sensor signals,and vice versa.The approach can effectively suppress large errors and even can still fuse data in the case of sensor failures because it takes full advantage of sensor＇s own-information to determine the weighted value.Moreover,it has good performance of anti-jamming due to the correlation measures between noise and effective signals are usually small.Through the simulation of typical signal collected from multi-sensors,the comparative analysis of dynamic adaptability and fault tolerance between the proposed approach and traditional weighted averaging approach is taken.Finally,the rotor dynamics and integrated fault simulator is taken as an example to verify the feasibility and advantages of the proposed approach,it is shown that the multi-sensor data level fusion based on correlation function weighted approach is better than the traditional weighted average approach with respect to fusion precision and dynamic adaptability.Meantime,the approach is adaptable and easy to use,can be applied to other areas of vibration measurement.
基金supported by the National Natural Science Foundation of China(51307107,51477098,51877133)SRFDP(20130073120034)State Grid Corporation of China Science and Technology Project(Hybrid AC/DC Power Grid Planning and Optimization Study Under the Framework of GEI)。
文摘The increasing integration of wind power generation brings more uncertainty into the power system. Since the correlation may have a notable influence on the power system,the output powers of wind farms are generally considered as correlated random variables in uncertainty analysis. In this paper, the C-vine pair copula theory is introduced to describe the complicated dependence of multidimensional wind power injection, and samples obeying this dependence structure are generated. Monte Carlo simulation is performed to analyze the small signal stability of a test system. The probabilistic stability under different correlation models and different operating conditions scenarios is investigated. The results indicate that the probabilistic small signal stability analysis adopting pair copula model is more accurate and stable than other dependence models under different conditions.
文摘Blind separation of source signals usually relies either on the condition of statistically independence or involving their higher-order cumulants. The model of two channels signal separation is considered. A criterion based on correlation functions is proposed. It is proved that the signals can be separated, using only the condition of noncorrelation. An algorithm is derived, which only involves the solution to quadric nonlinear equations.
基金supported by the National Science Foundation of China(61561016 61861008+4 种基金 11603041)the Guangxi Natural Science Foundation Project(2018JJA170090)the Innovation Project of Guet Graduate Education(2018YJCX19 2018YJCX31)Guangxi Key Laboratory of Precision Navigation Technology and Application,Guilin University of Electronic Technology(DH201707)
文摘In order to solve the problem of ambiguous acquisition of BOC signals caused by its property of multiple peaks,an unambiguous acquisition algorithm named reconstruction of sub cross-correlation cancellation technique(RSCCT)for BOC(kn,n)signals is proposed.In this paper,the principle of signal decomposition is combined with the traditional acquisition algorithm structure,and then based on the method of reconstructing the correlation function.The method firstly gets the sub-pseudorandom noise(PRN)code by decomposing the local PRN code,then uses BOC(kn,n)and the sub-PRN code cross-correlation to get the sub cross-correlation function.Finally,the correlation peak with a single peak is obtained by reconstructing the sub cross-correlation function so that the ambiguities of BOC acquisition are removed.The simulation shows that RSCCT can completely eliminate the side peaks of BOC(kn,n)group signals while maintaining the narrow correlation of BOC,and its computational complexity is equivalent to sub carrier phase cancellation(SCPC)and autocorrelation side-peak cancellation technique(ASPeCT),and it reduces the computational complexity relative to BPSK-like.For BOC(n,n),the acquisition sensitivity of RSCCT is 3.25 dB,0.81 dB and 0.25 dB higher than binary phase shift keying(BPSK)-like,SCPC and ASPeCT at the acquisition probability of 90%,respectively.The peak to average power ratio is 1.91,3.0 and 3.7 times higher than ASPeCT,SCPC and BPSK-like at SNR=–20 dB,respectively.For BOC(2n,n),the acquisition sensitivity of RSCCT is 5.5 dB,1.25 dB and 2.69 dB higher than BPSK-like,SCPC and ASPeCT at the acquisition probability of 90%,respectively.The peak to average power ratio is 1.02,1.68 and 2.12 times higher than ASPeCT,SCPC and BPSK-like at SNR=–20 dB,respectively.
文摘The effect on intensity correlation time T by input signal is studied for gain-noise model of a single-mode laser driven by colored pump noise and colored quantum noise with colored cross-correlation with a bias signal modulation in this paper. By using the linear approximation method, we detect that there exists maximum （i.e., resonance） in the curve of the intensity correlation time T upon bias current io when the noise correlation coefficient λ is positive; and there exists minimum （i.e., suppression） in the T-io curve when λ is negative. And whenλ is zero, T increases monotonously with increasing io. Furthermore, the curve of T upon the signal frequency Ω is also studied. Our study shows that no matter what the value of λ is, there exists minimum （i.e., suppression） in the T-Ω curve.
文摘From a medical perspective,the 12 leads of the heart in an electrocardiogram(ECG)signal have functional dependencies with each other.Therefore,all these leads report different aspects of an arrhythmia.Their differences lie in the level of highlighting and displaying information about that arrhythmia.For example,although all leads show traces of atrial excitation,this function is more evident in lead II than in any other lead.In this article,a new model was proposed using ECG functional and structural dependencies between heart leads.In the prescreening stage,the ECG signals are segmented from the QRS point so that further analyzes can be performed on these segments in a more detailed manner.The mutual information indices were used to assess the relationship between leads.In order to calculate mutual information,the correlation between the 12 ECG leads has been calculated.The output of this step is a matrix containing all mutual information.Furthermore,to calculate the structural information of ECG signals,a capsule neural network was implemented to aid physicians in the automatic classification of cardiac arrhythmias.The architecture of this capsule neural network has been modified to perform the classification task.In the experimental results section,the proposed model was used to classify arrhythmias in ECG signals from the Chapman dataset.Numerical evaluations showed that this model has a precision of 97.02%,recall of 96.13%,F1-score of 96.57%and accuracy of 97.38%,indicating acceptable performance compared to other state-of-the-art methods.The proposed method shows an average accuracy of 2%superiority over similar works.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.11575160,11175160,11275075,and 11511130011)
文摘In the measurement of G with the angular acceleration method,the improved correlation method developed by Wu et al.（Wu W H,Tian Y,Luo J,Shao C G,Xu J H and Wang DH 2016 Rev.Sci.Instrum.87 094501） is used to accurately estimate the amplitudes of the prominent harmonic components of the gravitational background signal with time-varying frequency.Except the quadratic slow drift,the angular frequency of the gravitational background signal also includes a cosine oscillation coming from the useful angular acceleration signal,which leads to a deviation from the estimated amplitude.We calculate the correction of the cosine oscillation to the amplitude estimation.The result shows that the corrections of the cosine oscillation to the amplitudes of the fundamental frequency and second harmonic components obtained by the improved correlation method are within respective errors.
基金Project supported by the National Natural Science Foundation of China （Grant No 10275025） and Emphases Item of Education 0ffice of Hubei Province China （Grant Nos D200612001 and 2004X052）.
文摘Using the linear approximation method, this paper studies the statistical property of a single-mode laser driven by both coloured pump noise with signal modulation and the quantum noise with cross-correlation between its real and imaginary parts, and calculates the steady-state mean normalized intensity fluctuation and intensity correlation time. It analyses the influences of the modulation signal, the net gain coefficient, the noise and its correlation form on the statistical fluctuation of the laser system respectively. It is found that the coloured pump noise modulated by the signal has a great suppressing action on the statistical fluctuation of the laser system; the pump noise self-correlation time and the specific frequency of modulation signal have the result that the statistical fluctuation tends to zero. Furthermore, the ＇colour＇ correlation of pump noise has much influences on the statistical fluctuation of the laser system. Increasing the intensity of pump noise will augment the statistical fluctuation of the laser system, but the intensity of quantum noise and the coefficient of cross-correlation between its real and imaginary parts have less influence on the statistical fluctuation of the laser system. Therefore, from the conclusions of this paper the statistical property can be known and a theoretical basis for steady operation and output of the laser system can be provided.
文摘Since the global positioning system began to operate, it has become more and more close to people’s lives, and has been applied to various fields now. In order to track and decode GPS signals, GPS signals need to be captured first. The necessary parameters of the captured GPS signal are immediately transmitted to the tracking process, and then the navigation message of the satellite can be obtained by tracking process. In this paper, the basic contents related to the signal structure of GPS system are briefly described. Then, the traditional GPS signal acquisition method based on time domain correlation method is introduced, and the GPS signal acquisition method based on FFT cyclic correlation method is discussed in this paper. By comparing the simulation results, two kinds of GPS signal acquisition methods are compared with the calculation time according to the method of controlling variables. For the two GPS signal acquisition methods, the variation of time delay error with SNR is simulated in this paper.
文摘By using the linear approximation method, the intensity correlation function is calculated for a single-mode laser modulated by a bias signal and driven by colored pump and quantum noises with colored cross-correlation. We found that, when the correlation time between the two noises is very short, the behavior of the intensity correlation function versus the time, in addition to decreasing monotonously, also exhibits several cases, such as one maximum, one minimum, and two extrema. When the correlation time between the two noises is very long, the behavior of the intensity correlation function exhibits oscillation and the envelope is similar to the case of short cross-correlation time.
基金supported by the National Natural Science Foundation of China(11773060,11973074,U1831137,11703070 and 11803069)the National Key Basic Research and Development Program(2018YFA0404702)+1 种基金Shanghai Key Laboratory of Space Navigation and Positioning(3912DZ227330001)the Key Laboratory for Radio Astronomy of CAS。
文摘In deep space exploration,it is necessary to improve the accuracy of frequency measurement to meet the requirements of precise orbit determination and various scientific studies.A phase detector is one of the key modules that restricts the tracking performance of phase-locked loop(PLL).Based on the phase relationship between adjacent signals in the time domain,a novel phase detector is presented to replace the arctangent phase detector.The new PLL,which is a closed loop signal correlation algorithm,shows good performance in tracking signals with high precision and the tracking accuracy of frequency of1 second integration is close to Cramer-Rao lower bound(CRLB)when setting proper parameters.Actual data processing results further illustrate the excellent performance of the novel PLL.
文摘Signals from infrared detector are very weak in SO2 concentration measuring system.In order to improve the sensitivity of detection,combining with filter correlation technology and infrared absorption principle,the weak signal processing circuit is designed according to correlation detection technology.Under laboratory conditions,system performance of SO2 concentration is tested,and the experimental data are analyzed and processed.Then relationship of SO2 concentration and the measuring voltage is provided to prove that the design improves measuring sensitivity of the system.
基金Project supported by the National Natural Science Foundation of China (Grant No 10275025)
文摘The diffusion in a harmonic oscillator driven by coloured noises ξ（t） and η（t） with coloured cross-correlation in which one of the noises is modulated by a biased periodic signal is investigated. The exact expression of diffusion coefficient d as a function of noise parameter, signal parameter, and oscillator frequency is derived. The findings in this paper are as follows. 1） The curves of d versus noise intensity D and d versus noises cross-correlation time z3 exist as two different phases. The transition between the two phases arises from the change of the cross-correlation coefficient A of the two Ornstein-Uhlenbeck （O-U） noises. 2） Changing the value of T3, the curves of d versus Q, the intensity of colored noise that is modulated by the signal, can transform from a phase having a minimum to a monotonic phase. 3） Changing the value of signal amplitude A, d versus Q curves can transform from a phase having a minimum to a monotonic phase. The above-mentioned results demonstrate that a like noise-induced transition appears in the model.
基金Project supported by the National Natural Science Foundation of China （Grant No 10275025）.
文摘Stochastic resonance （SR） is studied in a gain-noise model of a single-mode laser driven by a coloured pump noise and a quantum noise with cross-correlation between real and imaginary parts under a direct signal modulation. By using a linear approximation method, we find that the SR appears during the variation of signal-to-noise ratio （SNR） separately with the pump noise self-correlation time τ, the noise correlation coefficient between the real part and the imaginary part of the quantum noise λq, the attenuation coefficient γ＇ and the deterministic steady-state intensity I0. In addition, it is found that the SR can be characterized not only by the dependence of SNR on the noise variables of and λq, but also by the dependence of SNR on the laser system variables of γ and I0. Thus our investigation extends the characteristic quantity of SR proposed before.
基金supported partly by the National Natural Science Foundation of China(6037208130570475)the Education Ministry Doctoral Degree Foundation of China(20050141025).
文摘The problems of time delay estimation of narrowband signals are presented. The disadvantages of the existing algorithms are analyzed, and a new narrowband time delay estimating algorithm based on correlation coefficient is proposed. The original time delay information is transfered into the delay between the autocorrelation and cross-correlation function, and the precise estimating result by wave-comparison is given. The algorithm proposed here is also compared with other algorithms and its advantages over other algorithms are proved. The theoretical analysis and simulation show the effectiveness of the proposed algorithm.
基金supported by the National Natural Science Foundation of China(6117119761371045+2 种基金61201307)the Shandong Provincial Natural Science Foundation(ZR2011FM005)the Shandong Provincial Promotive Research Fund for Excellent Young and Middle-aged Scientists(BS2010DX001)
文摘This paper addresses the issue of the direction of arrival （DOA） estimation under the compressive sampling （CS） framework. A novel approach, modified multiple signal classification （MMUSIC） based on the CS array （CSA-MMUSIC）, is proposed to resolve the DOA estimation of correlated signals and two closely adjacent signals. By using two random CS matrices, a large size array is compressed into a small size array, which effectively reduces the number of the front end circuit. The theoretical analysis demonstrates that the proposed approach has the advantages of low computational complexity and hardware structure compared to other MMUSIC approaches. Simulation results show that CSAMMUSIC can possess similar angular resolution as MMUSIC.
文摘Free space optical(FSO) communication system with differential signaling possesses the advantage of requiring no channel state information and avoiding computational load or link throughput reduction compared to the systems with conventional receivers. In this work, we investigate bit error rate(BER) performance of this system over partially and fully correlated atmospheric turbulence fading. In order to conduct the above analysis, we obtain a probability density functions(PDF) of the channel fading on the differential signals and derive our instantaneous BER using differential signaling scheme. Based on these results, we develop two closed-form mathematical expressions for the average BER under fully correlated and partially correlated fading in the convergent infinite series confirmed by Cauchy’s ratio test. The accuracy of the derived BER expressions is demonstrated by the Monte Carlo simulations, and the analyses for the effects of the system parameters on the BER performance are provided.
文摘A wavelet-based spectral correlation algorithm to detect and estimate BPSK signal chip rate is proposed. Simulation results show that the proposed method can correctly estimate the BPSK signal chip rate, which may be corrupted by the quadratic characteristics of the spectral correlation function, in a low SNR environment.
文摘This paper presents a new approach using correlation and cross-correlation coefficients to evaluate the stiffness degradation of beams under moving load.The theoretical study of identifying defects by vibration methods showed that the traditional methods derived from the vibration measurement data have not met the needs of the actual issues.We show that the correlation coefficients allow us to evaluate the degree and the effectiveness of the defects on beams.At the same time,the cross-correlation model is the basis for determining the relative position of defects.The results of this study are experimentally conducted to confirm the relationship between the correlation coefficients and the existence of the defects.In particular,the manuscript shows that the sensitivity of the correlation coefficients and cross-correlation is much higher than the parameters such as changes in stiffness(EJ)and natural frequency values(Δf).This study suggests using the above parameters to evaluate the stiffness degradation of beams by vibration measurement data in practice.
